Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization

By:

Guo, Xin

Contributor(s):

Material type: Text

TextPublication details: CRC Press 2017 Boca RatonDescription: 357pISBN:

9781498706483

Subject(s):

DDC classification:

332.6450151 GUO

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.6450151 GUO (Browse shelf(Opens below))	Available		M0033879

Total holds: 0

1. Introduction
2. Statistical models and methods for quantitative trading
3. Active portfolio management and investment strategies
4. Econometrics of transactions in electronic platforms
5. Limit order book: data analytics and dynamic models
6. Optimal execution and placement
7. Market making and smart order routing
8. Informatics, regulation and risk management.

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